Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.75% | 103.80 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'885 CHF | 104'663 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 103.80 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'796 CHF | 104'581 CHF | 99.99% | 99.99% |
18.11.2024 | 0.76% | 103.80 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'807 CHF | 104'594 CHF | 99.49% | 99.49% |
15.11.2024 | 0.73% | 103.80 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'679 CHF | 104'443 CHF | 98.52% | 98.52% |
14.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.73% | 103.70 % | 104.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'673 CHF | 104'433 CHF | 97.54% | 97.54% |
12.11.2024 | 0.76% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'602 CHF | 104'392 CHF | 96.80% | 96.80% |
11.11.2024 | 0.76% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'737 CHF | 104'532 CHF | 99.56% | 99.56% |
08.11.2024 | 0.75% | 103.80 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'717 CHF | 104'500 CHF | 55.15% | 55.15% |
07.11.2024 | 0.76% | 103.90 % | 104.60 % | 100'000 | 100'000 | 97'970 | 97'970 | 101'767 CHF | 102'536 CHF | 96.42% | 96.42% |